What got me was the ULTRA FREAKING HAPPY ENDING! Seriously. "Oh snap, everyone is dead and the big evil is too powerful for you to fight, and suddenly people come back from the dead?!" WTF. I really felt like it cheapened the entire series. ESPECIALLY her brother coming back. It was just too much. But it didn't ruin it to the point where I didn't like it. I was just...disappointed.
I haven't seen all that far into Otome, but I hear its a little more cerebral than Mai Hime was.
Also, I think the whole "slave" thing is really a counterpoint to the "freedom" the girls had in Mai Hime. Also, I reckon it ties pretty deeply into the plot, i.e. They are going to overcome it later as the good guys become the bad guys, etc etc. But thats just conjecture at the moment.